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GARCH Models
2004
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(10.1007/978-1-4419-7787-8_18)
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GARCH Model
2008
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(10.1007/0-387-26336-5_945)
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GARCH Model
2011
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(10.1007/springerreference_1583)
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GARCH Models
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(10.1007/978-3-662-69359-9_244)
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GARCH Modeling
2011
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(10.1007/springerreference_60414)
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econometrics
autoregressive conditional heteroskedasticity
volatility finance
economics
mathematics
financial economics
statistics
computer science
finance
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